19 citations · 21 across the 5 of their papers we have counts for
5 papers
UCB algorithms for multi-armed bandits: Precise regret and adaptive inference
Qiyang Han, Koulik Khamaru, Cun-Hui Zhang
Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the -armed bandit problem. Despite extensive research over the past decades aimed at…
Inference with the Upper Confidence Bound Algorithm
Koulik Khamaru, Cun-Hui Zhang
In this paper, we discuss the asymptotic behavior of the Upper Confidence Bound (UCB) algorithm in the context of multiarmed bandit problems and discuss its implication in downstre…
Stochastic Optimization with Constraints: A Non-asymptotic Instance-Dependent Analysis
Koulik Khamaru
We consider the problem of stochastic convex optimization under convex constraints. We analyze the behavior of a natural variance reduced proximal gradient (VRPG) algorithm for thi…
Statistical Limits of Adaptive Linear Models: Low-Dimensional Estimation and Inference
Licong Lin, Mufang Ying, Suvrojit Ghosh +2
Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to…
A Peak Synchronization Measure for Multiple Signals
Rahul Biswas, Koulik Khamaru, Kaushik Majumdar
Peaks signify important events in a signal. In a pair of signals how peaks are occurring with mutual correspondence may offer us significant insights into the mutual interdependenc…